feat: polymorphism on covariance

psantos9 · May 25, 2023 · 66ce358 · 66ce358
1 parent 5377359
commit 66ce358
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Showing 2 changed files with 6 additions and 1 deletion.
diff --git a/lib/kalman-filter.js b/lib/kalman-filter.js
@@ -171,7 +171,7 @@ class KalmanFilter extends CoreKalmanFilter {
 	* @param {Number} [tolerance=1e-6] returns when the last values differences are less than tolerance
 	* @return {Array.<Array.<Number>>} covariance
 	*/
-	asymptoticStateCovariance({limitIterations = 1e2, tolerance = 1e-6}={}) {
+	asymptoticStateCovariance({limitIterations = 1e2, tolerance = 1e-6} = {}) {
 		let previousCorrected = super.getInitState();
 		let predicted;
 		const results = [];

diff --git a/lib/setup/extend-dynamic-init.js b/lib/setup/extend-dynamic-init.js
@@ -1,4 +1,5 @@
 const {diag} = require('simple-linalg');
+const polymorphMatrix = require('../utils/polymorph-matrix.js');
 
 /**
 *Initializes the dynamic.init when not given
@@ -30,5 +31,9 @@ module.exports = function ({observation, dynamic}) {
 		throw (new Error('dynamic.init should have a mean key'));
 	}
 
+	dynamic.init = Object.assign({}, dynamic.init, {
+		covariance: polymorphMatrix(dynamic.init.covariance, {dimension: dynamic.dimension}),
+	});
+
 	return {observation, dynamic};
 };